Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 2,57% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 115 221 CHF | 39 407 CHF | 96,24% | 96,24% |
15/07/2024 | 2,40% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 123 834 CHF | 42 278 CHF | 92,11% | 92,11% |
12/07/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 119 456 CHF | 40 819 CHF | 94,01% | 94,01% |
11/07/2024 | 2,34% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 126 765 CHF | 43 255 CHF | 93,66% | 93,66% |
10/07/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 126 389 CHF | 43 130 CHF | 87,74% | 87,74% |
09/07/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 526 CHF | 45 509 CHF | 93,77% | 93,77% |
08/07/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 122 749 CHF | 41 916 CHF | 89,67% | 89,67% |
05/07/2024 | 2,46% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 120 691 CHF | 41 230 CHF | 98,73% | 98,73% |
04/07/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 138 294 CHF | 47 098 CHF | 86,00% | 86,00% |
03/07/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 142 686 CHF | 48 562 CHF | 94,48% | 94,48% |